Error Estimates for Second Order Hamilton-Jacobi-Bellman Equations. Approximation of Probabilistic Reachable Sets

2015
Type de publication :
Article (revues avec comité de lecture)
Journal :
DCDS- Serie A, vol. 35(9), pp. 3933 - 3964
HAL :
hal-00998371
BibTeX :
@article{Ass-Bok-Zid-2015,
    author={Mohamed Assellaou and Olivier Bokanowski and Hasnaa Zidani },
    title={Error Estimates for Second Order Hamilton-Jacobi-Bellman 
           Equations. Approximation of Probabilistic Reachable Sets },
    doi={10.3934/dcds.2015.35.3933 },
    journal={DCDS- Serie A },
    year={2015 },
    volume={35(9) },
    pages={3933--3964},
}